+131.7%
AG vs RMBS
+16.3%
+115.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.4% |
| 7D | +1.0% | -0.3% | +1.4% | +1.1% |
| 30D | +19.2% | -12.2% | +31.3% | +23.6% |
| 3M | +6.2% | -49.5% | +55.7% | +28.5% |
| 6M | -26.7% | -7.1% | -19.5% | -27.0% |
| YTD | +26.1% | -7.0% | +33.1% | +23.6% |
| 1Y | +131.7% | +13.3% | +118.3% | +104.4% |
| All | +131.7% | +16.3% | +115.4% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RMBS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling